Anic Equity¶

Anic Portfolio¶

Today¶

Return: 0.239 %¶

This Week¶

Return: -0.223 %¶

Total portfolio value¶

Return including deposits: 70.887 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 4.770000 688.450000 49.450000 7.740000 638.999984
Xvivo Perfusion 3 -0.170000 880.500000 35.500000 4.200000 845.000001
Volati 5 5.760000 606.000000 32.000000 5.570000 574.000000
Vitrolife 3 2.170000 707.400000 30.400000 4.490000 677.000001
Biotage 4 1.350000 632.400000 29.400000 4.880000 603.000000
Embracer Group B 26 2.430000 690.950000 28.950000 4.370000 661.999988
Addtech B 3 0.170000 716.400000 16.400000 2.340000 699.999999
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.120000 663.950000 9.950000 1.520000 653.999997
Svolder B 35 -0.240000 2187.500000 8.500000 0.390000 2179.000005
Fortnox 10 -0.060000 676.000000 8.000000 1.200000 668.000000
Humana 40 2.420000 678.400000 4.400000 0.650000 674.000000
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.870000 1317.000000 -3.000000 -0.230000 1320.000000
Nolato B 12 -0.740000 642.600000 -5.400000 -0.830000 648.000000
Addnode Group B 6 -1.890000 745.800000 -6.200000 -0.820000 751.999998
Sdiptech B 3 -1.380000 813.000000 -9.000000 -1.090000 822.000000
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Investor B 3 -0.490000 645.600000 -12.400000 -1.880000 657.999999
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
BONESUPPORT HOLDING 10 -0.250000 1207.000000 -17.000000 -1.390000 1224.000000
Lime Technologies 2 -3.430000 563.000000 -30.000000 -5.060000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Creades A 7 -0.510000 546.000000 -65.000000 -10.640000 610.999998
Sedana Medical 135 3.200000 4266.000000 -65.000000 -1.500000 4330.999935
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Gaming Innovation Group 161 -0.780000 4113.550000 -74.450000 -1.780000 4187.999942
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.650000 3443.200000 -101.800000 -2.870000 3545.000000
New Wave B 40 -0.060000 3757.600000 -158.400000 -4.040000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48073.120000 -858.880000 -1.73372% 48931.999868

Updated:¶

'2023-06-14 11:04:48.316002'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶